Macys Semi Variance

Macys Inc -- USA Stock  

USD 27.01  0.41  1.54%

The Macroaxis Technical Indicators lookup allows users to check a given indicator for any equity or select from a set of available indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools
Symbol
Refresh
Macys Inc has current Semi Variance of 8.22. Semi-variance provides a good measure of downside volatility for a equity or a portfolio. It is similar to Variance, but it only looks at periods where the returns are less than the target or average level.
Macys 
Semi Variance 
 = 
SUM(RET DEV)2 
N(ZERO) 
 = 
8.22
SUM =   Summation notation
RET DEV =   Actual return deviation over selected period
N(ZERO) =   Number of points with returns less than zero

Semi Variance Comparison

Macys Inc is regarded second in semi variance category among related companies. It is regarded second in maximum drawdown category among related companies reporting about  1.11  of Maximum Drawdown per Semi Variance. The ratio of Maximum Drawdown to Semi Variance for Macys Inc is roughly  1.11 
Semi-variance is the square of semi-deviation. Semi-variance is calculated by averaging the deviations of returns that have a result that is less than the mean.
Compare Macys to competition
Macys, Inc., together with its subsidiaries, operates stores, Websites, and mobile applications. more
NameMacys Inc
Analyst Consensus
Piotroski F Score
Macroaxis Advice
Bond Rating
InstrumentUSA Stock Stocks Directory
RegionNorth America
ExchangeNew York Stock Exchange
CIK Number00794367.0
ISINUS55616P1049
CUSIP55616P104
Related EntityFD
CurrencyUSD - US Dollar